Stochastic ordering in multivariate extremes
From MaRDI portal
(Redirected from Publication:6601110)
Recommendations
- scientific article; zbMATH DE number 5926452
- Stochastic orders for a multivariate Pareto distribution
- Dependence properties of multivariate max-stable distributions
- Some positive dependence stochastic orders
- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
Cites work
- A Class of Utility Functions Containing all the Common Utility Functions
- A construction principle for multivariate extreme value distributions
- A Mixture Model for Multivariate Extremes
- A spectral representation for max-stable processes
- An exceptional max-stable process fully parameterized by its extremal coefficients
- An inequality for convex functions involving majorization
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Comparison methods for stochastic models and risks
- Conditional independence among max-stable laws
- Convex geometry of max-stable distributions
- Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders
- Distributionally robust inference for extreme value-at-risk
- Domains of attraction of multivariate extreme value distributions
- Extreme values of independent stochastic processes
- Extremes of independent Gaussian processes
- Graphical Models for Extremes
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
- scientific article; zbMATH DE number 4004880 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3712886 (Why is no real title available?)
- scientific article; zbMATH DE number 469373 (Why is no real title available?)
- scientific article; zbMATH DE number 2118489 (Why is no real title available?)
- Inequalities for the extremal coefficients of multivariate extreme value distributions
- Inequalities: theory of majorization and its applications
- Max-stable random sup-measures with comonotonic tail dependence
- Maxima of normal random vectors: Between independence and complete dependence
- Mixed risk aversion
- Multivariate extreme value theory and D-norms
- Ordering and inequalities for mixtures on risk aggregation
- Ordering of multivariate risk models with respect to extreme portfolio losses
- Stationary max-stable fields associated to negative definite functions
- Statistics of Extremes
- Stochastic and Integral Geometry
- Stochastic ordering under conditional modelling of extreme values: drug-induced liver injury
- Stochastic orders
- Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27--29, 2011
- Strictly stable distributions on convex cones
- The space of \(D\)-norms revisited
- Theory of Random Sets
- Total positivity in Markov structures
- Total positivity in multivariate extremes
- Upper bounds on value-at-risk for the maximum portfolio loss
Cited in
(3)
This page was built for publication: Stochastic ordering in multivariate extremes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6601110)